Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MRSNX (BMO SMALL-CAP VALUE FUND CLASS I) | NA | -8.99% | 3.48% | 2.69% | 8.05% | NA | NA | 8.27% |
Data as of 02/09/2022, AR inception is 03/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MRSNX (BMO SMALL-CAP VALUE FUND CLASS I) | 03/01/2011 | 02/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.99 | 3.48 | 2.69 | 8.05 | NA | NA | 8.27 | -28.56 | 24.51 | 0.30 | 19.97 | -14.98 | 9.25 | 23.22 | -5.09 | 5.62 | 34.41 | 25.83 | -7.90 |
| Sharpe Ratio | NA | -0.48 | 0.02 | 0.02 | 0.30 | NA | NA | 0.27 | -1.26 | 1.04 | 0.00 | 1.18 | -1.00 | 0.65 | 1.23 | -0.33 | 0.40 | 2.62 | 1.70 | -0.29 |
| Standard Deviation(%) | NA | 32.60 | 34.46 | 28.32 | 22.83 | NA | NA | 23.65 | 75.94 | 23.47 | 46.78 | 15.76 | 16.39 | 13.29 | 18.69 | 15.56 | 13.88 | 13.10 | 15.34 | 32.61 |
| Draw Down(%) | NA | 30.67 | 46.53 | 49.30 | 49.30 | NA | NA | 49.30 | 29.93 | 15.00 | 46.53 | 11.37 | 25.89 | 7.55 | 16.21 | 14.54 | 13.27 | 6.71 | 13.68 | 25.98 |
| Yield(%) | 0.00 | 8.30 | 3.95 | 5.21 | 7.83 | 5.33 | 4.00 | 7.99 | 0.10 | 9.39 | 0.59 | 1.48 | 7.51 | 8.11 | 11.06 | 3.82 | 5.98 | 11.97 | 3.49 | 0.00 |
Data as of 02/09/2022, AR inception is 03/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRSNX (BMO SMALL-CAP VALUE FUND CLASS I) |
-10.64%
Mar 2017 - Mar 2020 |
-4.01%
Mar 2015 - Mar 2020 |
8.45%
Jan 2012 - Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MRSNX (BMO SMALL-CAP VALUE FUND CLASS I) |
23.51%
Sep 2011 - Sep 2014 |
15.88%
Dec 2011 - Dec 2016 |
12.58%
Sep 2011 - Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart